I have the same problem (and the same ancestor). I have 471 ancestors without a surname and when I generate a report, UNKNOWN always appears.
I have tried the options without success, I even filled the surname field with a dash...no joy! I see you have asked that question a while ago, but if you found something, I would appreciate any advice.
Another distant cousin! William "The Conqueror" De Normandy (King of England). If you choose to use a surname, it would be De Normandy. I relate to him as well, I just don't have my whole family tree on this site, in order to focus on the American relatives (from 1775 to current), to work on first.